Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 0.313515 0.341040 0.370743 0.405324 0.444669 0.488262 0.540527
2024-10-06 0.288058 0.324348 0.365515 0.416121 0.477278 0.549617 0.642909
2024-10-13 0.261742 0.302035 0.349421 0.410063 0.486801 0.582368 0.713208
2024-10-20 0.241953 0.284870 0.336872 0.405725 0.496397 0.614620 0.785620
2024-10-27 0.223612 0.267605 0.322229 0.396635 0.497998 0.635542 0.844535
2024-11-03 0.215901 0.262830 0.322624 0.406591 0.525307 0.693771 0.964723
2024-11-10 0.212123 0.262620 0.328632 0.424230 0.564675 0.773641 1.131313
2024-11-17 0.204079 0.256069 0.325446 0.428471 0.584717 0.826744 1.264251
2024-11-24 0.194677 0.246999 0.318026 0.425761 0.593671 0.863095 1.374684
2024-12-01 0.182972 0.234053 0.304281 0.412504 0.584698 0.868596 1.428996
2024-12-08 0.172634 0.222457 0.291743 0.400065 0.575723 0.872756 1.481141
2024-12-15 0.168201 0.218919 0.290560 0.404811 0.595064 0.928533 1.649218
2024-12-22 0.161333 0.212070 0.284864 0.403304 0.605959 0.974725 1.819066
2024-12-29 0.157570 0.209466 0.285260 0.411470 0.634409 1.058728 2.102507
2025-01-05 0.150205 0.201146 0.276420 0.403706 0.633417 1.084323 2.251420
2025-01-12 0.143975 0.194200 0.269275 0.398182 0.635892 1.117464 2.432518
2025-01-19 0.137273 0.186224 0.260070 0.388434 0.629322 1.130192 2.561348
2025-01-26 0.135169 0.185122 0.261642 0.397427 0.659952 1.230998 3.000887
2025-02-02 0.134720 0.186512 0.267250 0.413984 0.707812 1.382766 3.702246
2025-02-09 0.131724 0.183755 0.265878 0.417701 0.729575 1.475690 4.255570
2025-02-16 0.127679 0.179151 0.261168 0.414816 0.736808 1.532546 4.703281
2025-02-23 0.122046 0.171794 0.251478 0.401848 0.720497 1.522518 4.845249
2025-03-02 0.116887 0.165024 0.242505 0.389729 0.705017 1.512600 4.988144